Pages that link to "Item:Q5722653"

The following pages link to A further look at robustness via Bayes's theorem (Q5722653):

Displaying 49 items.

• Multitude of Laplace distributions (Q451372) (← links)
• Bayesian reference analysis for exponential power regression models (Q499755) (← links)
• Modeling stock markets' volatility using GARCH models with normal, Student's \(t\) and stable Paretian distributions (Q840975) (← links)
• On a generalization of Gaussian distribution (Q1144858) (← links)
• Parametric models for partially adaptive estimation with skewed and leptokurtic residuals (Q1184756) (← links)
• Some posterior distributions concerning normal samples with applications to analysis of variance model I problems (Q1229049) (← links)
• Inference robustness of ARIMA models under non-normality. Special application to stock price data (Q1254082) (← links)
• Minimum distance estimators (Q1338376) (← links)
• \(L_p\)-norm spherical distribution (Q1361622) (← links)
• Investigation of changes in characteristics of hydrological time series by Bayesian methods (Q1363520) (← links)
• Bayesian analysis of the federal reserve-MIT-Penn model's Almon lag consumption function (Q1393348) (← links)
• Multivariate \(\theta\)-generalized normal distributions (Q1393913) (← links)
• Robustness and power of parametric, nonparametric, robustified and adaptive tests -- the multi-sample location problem (Q1591486) (← links)
• Nonsubjective Bayes testing -- an overview (Q1600723) (← links)
• Option pricing in an exponential mixedts Lévy process (Q1703561) (← links)
• Inconsistency of estimate of the degree of freedom of multivariate Student-\(t\) disturbances in linear regression models (Q1927360) (← links)
• Objective Bayesian analysis for exponential power regression models (Q1940902) (← links)
• Partially adaptive econometric methods for regression and classification (Q1959110) (← links)
• Bayesian robustness in change point analysis (Q2096400) (← links)
• Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
• A weighted strategy to handle likelihood uncertainty in Bayesian inference (Q2255789) (← links)
• Modeling the dynamics of interest rate volatility with skewed fat-tailed distributions (Q2480221) (← links)
• A conditional-SGT-VaR approach with alternative GARCH models (Q2480227) (← links)
• Robust Bayesian analysis of Weibull failure model (Q2513686) (← links)
• Partially adaptive robust estimation of regression models and applications (Q2572820) (← links)
• Flexible Distributions as an Approach to Robustness: The Skew-t Case (Q2963604) (← links)
• Two-sample inference based on one-sample ranked set sample sign statistics (Q4248695) (← links)
• (Q4320720) (← links)
• $L_p$-norm uniform distribution (Q4332987) (← links)
• Robust Location and Scale Estimation Based on the Univariate Generalized<i>t</i>(<i>GT</i>) Distribution (Q4412404) (← links)
• Viète’s Formula, Knar’s Formula, and the Geometry of the Gamma Function (Q4685115) (← links)
• A Comparison of Partially Adaptive and Reweighted Least Squares Estimation (Q4805308) (← links)
• Bayesian International Evidence on Heavy Tails, Non-Stationarity and Asymmetry over the Business Cycle (Q4832047) (← links)
• Market price of risk estimation: Does distribution matter? (Q5039786) (← links)
• A robustness evaluation of Bayesian tests for longitudinal data (Q5057352) (← links)
• Numerical study of robust Bayesian analysis of generalized inverted family of distributions based on progressive type II right censoring (Q5082775) (← links)
• On the robustness properties for maximum likelihood estimators of parameters in exponential power and generalized T distributions* (Q5085599) (← links)
• Neyman's C(α) test for the shape parameter of the exponential power class (Q5086074) (← links)
• Robust Bayesian analysis of generalized inverted family of distributions (Q5087502) (← links)
• On the Asymptotic Behaviour of Extremes and Near Maxima of Random Observations from the General Error Distributions (Q5169742) (← links)
• The generalized T Birnbaum–Saunders family (Q5299503) (← links)
• The skew generalized<i>t</i>distribution as the scale mixture of a skew exponential power distribution and its applications in robust estimation (Q5400793) (← links)
• Testing goodness-of-fit for Laplace distribution based on maximum entropy (Q5423159) (← links)
• Power of One-Sample Location Tests Under Distributions with Equal Lévy Distance (Q5481733) (← links)
• Robust estimation: A condensed partial survey (Q5670096) (← links)
• Robust Bayesian Regression Analysis Using Ramsay-Novick Distributed Errors with Student-t Prior (Q5865837) (← links)
• Comment (Q5877136) (← links)
• Bayesian analysis of some models that use the asymmetric exponential power distribution (Q5963725) (← links)
• A Bayesian computer model analysis of robust Bayesian analyses (Q6203357) (← links)